Teoria e metodi dell'ottimizzazione - Theory and methods of optimization

Reference textbooks

  1. J. Nocedal, S.J. Wright, Numerical Optimization, Springer, 2006

  2. M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear Programming: Theory and Algorithms, Wiley, 1993

  3. D.P. Bertsekas, Nonlinear Programming, Athena, 2004

  4. J.-B. Hiriart-Urruty, C. Lemaréchal, Convex Analysis And Minimization Algorithms, Springer, 1996

  5. A. Beck, First-Order Methods in Optimization, SIAM, 2017

Other textbooks

  1. S.P. Boyd, L.Vandenberghe, Convex Optimization, Cambridge University Press, 2004
    (avaliable online here)

  2. O.L. Mangasarian, Nonlinear Programming, SIAM 1994

  3. D.P. Bertsekas, Convex Optimization Theory, Athena, 2009

  4. D.P. Bertsekas, Convex Optimization Algorithms, Athena, 2015

  5. R.T. Rockafellar, Convex Analysis, Princeton University Press, 1970

  6. I. Griva, S.G. Nash, A. Sofer, Linear and Nonlinear Optimization, SIAM, 2009

  7. C.T. Kelley, Iterative Methods for Optimization, SIAM, 1999
    (available online here)

  8. F.H. Clarke, Optimization and Nonsmooth Analysis, SIAM 1990

  9. M. Bartholomew-Biggs, Nonlinear Optimization with Financial Applications, Springer, 2005

  10. M. Bartholomew-Biggs, Nonlinear Optimization with Engineering Applications, Springer, 2008

  11. G. Cornuejols, R. Tutuncu, Optimization Methods in Finance, Cambridge University Press, 2018
    (available online here -- unipi domain only)

  12. L. Grippo, M. Sciandrone, Metodi di ottimizzazione non vincolata, Springer, 2011